Johnson & Johnson (JNJ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Johnson & Johnson, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $271.04 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +26.51% |
| Total return over period | +101.73% |
| Annualized volatility | 18.48% |
| Period volatility | 31.92% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.80 |
| Sortino ratio | 4.14 |
| Max drawdown | -14.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.45% |
| Correlation with the S&P 500 | -0.01 |
| Period range | $135.39 – $278.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Johnson & Johnson (JNJ) has posted an annualized return of +26.51% with annual volatility of 18.48%, a Sharpe ratio of 2.80. Its worst stretch (max drawdown from a peak) was -14.45%. Its correlation with the S&P 500 is -0.01, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how JNJ would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, Johnson & Johnson (JNJ) is of the S&P 500.
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